Euro Bund Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 128.87 128.92 0.05 0.0% 129.72
High 129.14 129.48 0.34 0.3% 129.99
Low 128.60 128.85 0.25 0.2% 128.52
Close 128.79 129.23 0.44 0.3% 129.23
Range 0.54 0.63 0.09 16.7% 1.47
ATR 0.73 0.72 0.00 -0.4% 0.00
Volume 860,607 991,165 130,558 15.2% 4,465,083
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 131.08 130.78 129.58
R3 130.45 130.15 129.40
R2 129.82 129.82 129.35
R1 129.52 129.52 129.29 129.67
PP 129.19 129.19 129.19 129.26
S1 128.89 128.89 129.17 129.04
S2 128.56 128.56 129.11
S3 127.93 128.26 129.06
S4 127.30 127.63 128.88
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 133.66 132.91 130.04
R3 132.19 131.44 129.63
R2 130.72 130.72 129.50
R1 129.97 129.97 129.36 129.61
PP 129.25 129.25 129.25 129.07
S1 128.50 128.50 129.10 128.14
S2 127.78 127.78 128.96
S3 126.31 127.03 128.83
S4 124.84 125.56 128.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.99 128.52 1.47 1.1% 0.60 0.5% 48% False False 893,016
10 130.75 128.52 2.23 1.7% 0.59 0.5% 32% False False 790,929
20 132.36 128.52 3.84 3.0% 0.65 0.5% 18% False False 633,675
40 132.36 128.52 3.84 3.0% 0.76 0.6% 18% False False 801,883
60 133.29 128.41 4.88 3.8% 0.77 0.6% 17% False False 556,269
80 133.29 126.01 7.28 5.6% 0.72 0.6% 44% False False 417,356
100 133.29 125.81 7.48 5.8% 0.66 0.5% 46% False False 333,923
120 133.29 124.50 8.79 6.8% 0.57 0.4% 54% False False 278,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.16
2.618 131.13
1.618 130.50
1.000 130.11
0.618 129.87
HIGH 129.48
0.618 129.24
0.500 129.17
0.382 129.09
LOW 128.85
0.618 128.46
1.000 128.22
1.618 127.83
2.618 127.20
4.250 126.17
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 129.21 129.15
PP 129.19 129.08
S1 129.17 129.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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